Related papers: Heat kernel fluctuations for stochastic processes …
A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…
The operational meaning of spacetime fluctuations is discussed. Classical spacetime geometry can be viewed as encoding the relations between the motions of test particles in the geometry. By analogy, quantum fluctuations of spacetime…
We investigate the statistics of the fluctuations of the energy transfer between an overdamped Brownian particle, whose motion is confined by a stationary harmonic potential, and a surrounding viscoelastic fluid at constant temperature. We…
In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…
We study a periodically driven (symmetric as well as asymmetric)double-well potential system at finite temperature. We show that mean heat loss by the system to the environment(bath) per period of the applied field is a good quantifier of…
Using Brownian motion in periodic potentials $V(x)$ tilted by a force $f$, we provide physical insight into the thermodynamic uncertainty relation, a recently conjectured principle for statistical errors and irreversible heat dissipation in…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
We consider heat fluctuations and fluctuation theorems for systems driven by multiple reservoirs. We establish a fundamental symmetry obeyed by the joint probability distribution for the heat transfers and system coordinates. The symmetry…
This paper presents calculations of the Castaing (Physica D, 46, 177, 1990) cascade kernels for five well-known models of the turbulent cascade and demonstrates that these kernels provide conceptually simple and direct descriptions of…
Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…
These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof…
We investigate in this work the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation compared to the fluctuation in standard Monte…
We analyze the fidelity of a quantum simulation and we show that it displays fractal fluctuations iff the simulated dynamics is chaotic. This analysis allows us to investigate a given simulated dynamics without any prior knowledge. In the…
This paper develops a point impact linear regression model in which the trajectory of a continuous stochastic process, when evaluated at a sensitive time point, is associated with a scalar response. The proposed model complements and is…
This is a mini-review of the heat kernel expansion for generalized Laplacians on various noncommutative spaces. Applications to the spectral action principle, renormalization of noncommutative theories and anomalies are also considered.
This paper delineates the first steps in a systematic quantitative study of the spacetime fluctuations induced by quantum fields in an evaporating black hole. We explain how the stochastic gravity formalism can be a useful tool for that…
Jamming is a geometric phase transition occurring in dense particle systems in the absence of temperature. We use computer simulations to analyse the effect of thermal fluctuations on several signatures of the transition. We show that…
The analysis of local minima in time series data and random landscapes is essential across numerous scientific disciplines, offering critical insights into system dynamics. Recently, Kundu, Majumdar, and Schehr derived the exact…
The critical behaviour of correlation functions near a boundary is modified from that in the bulk. When the boundary is smooth this is known to be characterised by the surface scaling dimension $\xt$. We consider the case when the boundary…